QA2017-44 - Granular details T03.01 - T08.00

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Feb 01, 2024
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QA2017-44

Question


We need the confirmation that all the internal counterparties should not be declared in the T04.00, T05.00, T06.00, T07.00 and T08.00 but only in T03.01.


Response


No. While intragroup liabilities, including secured funding, are to be reported in T03.01 and no longer in T04.00, T05.00, T06.00 and T08.00, derivative contracts/netting sets do not fit into this template and shall thus be reported in T07.00 whenever applicable.